Morgan Stanley Put 10 VFC 20.12.2024
/ DE000MG3THZ3
Morgan Stanley Put 10 VFC 20.12.2.../ DE000MG3THZ3 /
| 2024-06-06 6:58:27 PM |
Chg.-0.002 |
Bid9:32:15 PM |
Ask9:32:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-3.08% |
0.062
Bid Size: 350,000 |
0.064
Ask Size: 350,000 |
VF Corporation |
10.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
MG3THZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VF Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.51 |
| Parity: |
-0.32 |
| Time value: |
0.07 |
| Break-even: |
8.54 |
| Moneyness: |
0.74 |
| Premium: |
0.31 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.00 |
| Spread %: |
3.13% |
| Delta: |
-0.18 |
| Theta: |
0.00 |
| Omega: |
-3.30 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.065 |
| Low: |
0.063 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.25% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.058 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
